CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 1.1107 1.1074 -0.0033 -0.3% 1.1296
High 1.1107 1.1086 -0.0021 -0.2% 1.1296
Low 1.1089 1.1074 -0.0015 -0.1% 1.1154
Close 1.1101 1.1086 -0.0016 -0.1% 1.1212
Range 0.0018 0.0012 -0.0006 -34.3% 0.0142
ATR 0.0087 0.0083 -0.0004 -4.9% 0.0000
Volume 24 15 -9 -37.5% 98
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1116 1.1112 1.1092
R3 1.1105 1.1101 1.1089
R2 1.1093 1.1093 1.1088
R1 1.1089 1.1089 1.1087 1.1091
PP 1.1082 1.1082 1.1082 1.1083
S1 1.1078 1.1078 1.1084 1.1080
S2 1.1070 1.1070 1.1083
S3 1.1059 1.1066 1.1082
S4 1.1047 1.1055 1.1079
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1645 1.1570 1.1290
R3 1.1504 1.1429 1.1251
R2 1.1362 1.1362 1.1238
R1 1.1287 1.1287 1.1225 1.1254
PP 1.1221 1.1221 1.1221 1.1204
S1 1.1146 1.1146 1.1199 1.1112
S2 1.1079 1.1079 1.1186
S3 1.0938 1.1004 1.1173
S4 1.0796 1.0863 1.1134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1217 1.1074 0.0143 1.3% 0.0026 0.2% 8% False True 14
10 1.1450 1.1074 0.0376 3.4% 0.0056 0.5% 3% False True 25
20 1.1450 1.0892 0.0558 5.0% 0.0072 0.6% 35% False False 29
40 1.1450 1.0829 0.0621 5.6% 0.0056 0.5% 41% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.1134
2.618 1.1116
1.618 1.1104
1.000 1.1097
0.618 1.1093
HIGH 1.1086
0.618 1.1081
0.500 1.1080
0.382 1.1078
LOW 1.1074
0.618 1.1067
1.000 1.1063
1.618 1.1055
2.618 1.1044
4.250 1.1025
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 1.1084 1.1143
PP 1.1082 1.1124
S1 1.1080 1.1105

These figures are updated between 7pm and 10pm EST after a trading day.

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